I think the procedure Perl_IEnv_ptr is not a part of Perl 5.8.2, but exist with 5.8.8

Yes - I agree that's likely the problem.

is there a way to get Win32::Authenticate work with perl 5.8.2?

You'll need a Win32::AuthenticateUser that has been built using an earlier version of perl 5.8 - building with 5.8.0, 5.8.1 or 5.8.2 should work.

I couldn't find much on the module in question. From where did you get the version that you have on your PC ?

Cheers,
Rob